+99.6%
FOXA vs ES
+33.5%
+66.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | +2.7% | +2.7% | 0.0% | +1.8% |
| 30D | +10.0% | +7.6% | +2.4% | +7.4% |
| 3M | +5.0% | +0.5% | +4.5% | +4.7% |
| 6M | +3.4% | +7.6% | -4.2% | +0.6% |
| YTD | -5.5% | +10.2% | -15.7% | -9.2% |
| 1Y | +5.5% | +1.8% | +3.7% | +3.6% |
| 3Y | +139.3% | +55.4% | +83.9% | +97.8% |
| 5Y | +77.2% | +7.3% | +69.9% | +66.0% |
| All | +99.6% | +33.5% | +66.1% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling